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Drift-minorisation condition

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical inference Bayesian statistics Markov chain Monte Carlo Geometric ergodicity
2026-09-28  0 By others on same topic  0 Discussions Create my own version
A geometric drift KV≤λV+b1A​ with λ<1, together with a small-set minorisation on A and irreducibility and aperiodicity, implies geometric ergodicity.

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  1. Geometric ergodicity
  2. Markov chain Monte Carlo
  3. Bayesian statistics
  4. Statistical inference
  5. Probability and statistics
  6. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 216 / 2 / a / Solution

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